+111.0%
MTSI vs BTDR
+2.6%
+108.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.2% | +1.7% |
| 7D | +4.9% | +22.4% | -17.5% | +0.6% |
| 30D | -11.6% | +16.5% | -28.0% | -15.0% |
| 3M | -24.1% | -31.5% | +7.4% | -21.0% |
| 6M | +32.4% | +74.0% | -41.6% | +16.9% |
| YTD | +60.4% | +13.0% | +47.4% | +48.4% |
| 1Y | +111.0% | -0.2% | +111.2% | +100.5% |
| All | +111.0% | +2.6% | +108.4% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BTDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling